abrdn Physical Gold Shares ETF GAS-GARCH Student T Volatility Analysis
Volatility prediction for Tuesday, June 23rd, 2026
1 Day
26.48%
decreased by 0.95%
1 Week
26.28%
decreased by 1.15%
1 Month
25.54%
decreased by 1.89%
Analysis last updated: Monday, June 22, 2026 at 09:39 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1740 | 3.22 | |
| 0.0525 | 19.33 | |
| 0.9869 | 225.42 | |
| 4.9773 | 4.20 |
Estimation Period:
Sep 14, 2009 to Jun 18, 2026
Sep 14, 2009 to Jun 18, 2026
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